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Preconditioners are generally essential for fast convergence in the iterative solution of linear systems of equations. However, the computation of a good preconditioner can be expensive. So, while solving a sequence of many linear systems,…

Numerical Analysis · Mathematics 2020-12-21 Arielle Grim-McNally , Eric de Sturler , Serkan Gugercin

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

Layer-wise preconditioning methods are a family of memory-efficient optimization algorithms that introduce preconditioners per axis of each layer's weight tensors. These methods have seen a recent resurgence, demonstrating impressive…

Machine Learning · Computer Science 2025-02-05 Thomas T. Zhang , Behrad Moniri , Ansh Nagwekar , Faraz Rahman , Anton Xue , Hamed Hassani , Nikolai Matni

For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-\L ojasiewicz analysis and the recent nonconvex proximal algorithms, we…

Optimization and Control · Mathematics 2021-07-30 Shengxiang Deng , Ismail Ben Ayed , Hongpeng Sun

We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…

Numerical Analysis · Mathematics 2013-02-18 Xiaozhe Hu , Shuhong Wu , Xiao-Hui Wu , Jinchao Xu , Chen-Song Zhang , Shiquan Zhang , Ludmil Zikatanov

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

Matrix preconditioning is a critical technique to accelerate the solution of linear systems, where performance heavily depends on the selection of preconditioning parameters. Traditional parameter selection approaches often define fixed…

Numerical Analysis · Mathematics 2025-12-30 Hong Wang , Jie Wang , Minghao Ma , Haoran Shao , Haoyang Liu

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

Precondition inference is a non-trivial task with several applications in program analysis and verification. We present a novel iterative method for automatically deriving sufficient preconditions for safety and unsafety of programs which…

Logic in Computer Science · Computer Science 2018-11-19 Bishoksan Kafle , Graeme Gange , Peter Schachte , Harald Sondergaard , Peter J. Stuckey

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

Least squares method is one of the simplest and most popular techniques applied in data fitting, imaging processing and high dimension data analysis. The classic methods like QR and SVD decomposition for solving least squares problems has a…

Numerical Analysis · Mathematics 2018-06-11 Long Chen , Huiwen Wu

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

We apply preconditioning, which is widely used in classical solvers for linear systems $A\textbf{x}=\textbf{b}$, to the variational quantum linear solver. By utilizing incomplete LU factorization as a preconditioner for linear equations…

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…

Numerical Analysis · Mathematics 2021-12-20 Zachary Frangella , Joel A. Tropp , Madeleine Udell

We consider the solution of full column-rank least squares problems by means of normal equations that are preconditioned, symmetrically or non-symmetrically, with a randomized preconditioner. With an effective preconditioner, the solutions…

Numerical Analysis · Mathematics 2025-12-29 Ilse C. F. Ipsen

We show that the mass matrix derived from finite elements can be effectively used as a preconditioner for iteratively solving the linear system arising from finite-difference discretization of the Poisson equation, using the conjugate…

Numerical Analysis · Mathematics 2021-11-08 Chen Greif , Yunhui He

Identifying key genes involved in a particular disease is a very important problem which is considered in biomedical research. GeneRank model is based on the PageRank algorithm that preserves many of its mathematical properties. The model…

Numerical Analysis · Mathematics 2014-03-18 Davod Khojasteh Salkuyeh , Vahid Edalatpour , Davod Hezari

Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…

Statistics Theory · Mathematics 2016-06-09 A. Ghasemi , L. K. Taylor

This paper studies the instantaneous rate maximization and the weighted sum delay minimization problems over a K-user multicast channel, where multiple antennas are available at the transmitter as well as at all the receivers. Motivated by…

Information Theory · Computer Science 2015-05-30 Hao Zhu , Narayan Prasad , Sampath Rangarajan